Turn the power off to the furnace first!
On the front of the furnace there are 2 access panels. Take the louvered one off first by lifting it up and out, then do the same for the bottom one.
Behind the bottom panel you should find a U shaped wire basket that slides out and has a cut to fit filter media on it.
You can purchase a roll of filter media from Home Depot, or you can get better quality filter media from an HVAC contractor.
If your furnace doesn't have the wire basket, someone may have fixed it so a filter is fastened down in the bottom of the unit by some means.
If there is no basket, and no filter in the bottom of the unit, call an HVAC contractor, because your blower and evaperator coil are probably really nasty dirty by now.
A Lennox G10 furnace is really old, probably time to considder replacement anyway. Have a pro look the system over in any case.
If more government is the answer, then it's a really stupid question.